No you're completely wrong. With muun you have to trust that when you send your on-chain payment, that muun will send a lightning payment in return (muun isn't actually a lightning wallet. Its just on-chain payments to pay for a lightning payment which they call a swap).

Phoenix, (which you should not be putting Zap and Zeus into the same category as, I think you might be thinking of Eclair) by default does a trampoline channel with ACINQ, not random strangers. You are trusting ACINQ not to force close the channel while your phone isn't running the app, but if they did force close to dishonestly take your funds, you would notice whereas with a custodial wallet you would not notice until it went bankrupt.